Xuemin Sterling Yan

Lehigh University - College of Business

Bethlehem, PA 18015

United States

  • Lehigh University - College of Business

SCHOLARLY PAPERS

16

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SSRN CITATIONS
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Top 2,278

in Total Papers Citations

334

CROSSREF CITATIONS

376

Scholarly Papers (16)

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1.

Short-term Institutional Herding and Its Impact on Stock Prices

Downloads 1,538 (21,157)
Citation 17

Short-term Institutional Herding and Its Impact on Stock Prices

Number of pages: 47 Posted: 20 Mar 2007 Last Revised: 25 Mar 2008
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 1,096 (34,290)
Citation 17

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Institutions, Herding, Trading, Behavior

Short-Term Institutional Herding and its Impact on Stock Prices

Number of pages: 47 Posted: 25 Mar 2008
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 442 (112,590)
Citation 14

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Herding, Institutional Investors, Return Reversal

2.

On the Performance of Volatility-Managed Portfolios

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 18 Apr 2019
Scott Cederburg, Michael S. O'Doherty, Feifei Wang and Xuemin Sterling Yan
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, Miami University of Ohio and Lehigh University - College of Business
Downloads 1,191 (30,926)
Citation 8

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volatility-managed portfolios, portfolio choice

3.

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

Downloads 987 (40,415)

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

University of Notre Dame Working Paper
Number of pages: 35 Posted: 15 Jun 2001
Todd Houge, Tim Loughran, Xuemin Sterling Yan and Gerry Suchanek
University of Iowa, University of Notre Dame, Lehigh University - College of Business and University of Iowa - Department of Finance
Downloads 987 (39,814)
Citation 7

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Initial public offerings, IPOs, Divergence of opinion, Uncertainty, Long-run returns, Flipping, Opening spread, Time of First Trade

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

Financial Management, Vol. 30, No. 4, Winter 2001
Posted: 10 Dec 2001
Todd Houge, Tim Loughran, Xuemin Sterling Yan and Gerry Suchanek
University of Iowa, University of Notre Dame, Lehigh University - College of Business and University of Iowa - Department of Finance

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4.

The Interim Trading Skills of Institutional Investors

Downloads 947 (42,877)
Citation 171

The Interim Trading Skills of Institutional Investors

AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 27 Mar 2008 Last Revised: 10 Jun 2010
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 759 (57,083)
Citation 15

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Institutional Investors, Performance, Performance Persistence, Trading Skill

The Interim Trading Skills of Institutional Investors

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 28 Jun 2010
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and Lehigh University - College of Business
Downloads 188 (273,742)
Citation 23

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Institutional Investors, Investment Skill

5.

Institutional Investors and Equity Returns: Are Short-Term Institutions Better Informed?

Downloads 769 (56,921)
Citation 35

Institutional Investors and Equity Returns: Are Short-Term Institutions Better Informed?

Review of Financial Studies, Forthcoming
Number of pages: 48 Posted: 23 Oct 2006
Zhe Zhang and Xuemin Sterling Yan
Singapore Management University - Lee Kong Chian School of Business and Lehigh University - College of Business
Downloads 769 (56,101)
Citation 35

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Institutional trading, Investment horizon, Return predictability

6.

The Performance of Investment Bank Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 59 Posted: 13 Apr 2011
Grace Qing Hao and Xuemin Sterling Yan
Department of Finance and Real Estate, The University of Texas at Arlington and Lehigh University - College of Business
Downloads 408 (124,859)
Citation 13

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Mutual fund performance, Investment bank affiliated mutual funds, Investment banking relationships

7.

Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know it?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 43 Posted: 07 Nov 2013
Paul Brockman, Biljana Adebambo and Xuemin Sterling Yan
Lehigh University - College of Business, University of San Diego and Lehigh University - College of Business
Downloads 342 (151,886)
Citation 3

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financial crisis; institutional investors; financial analysts; insiders

8.

Block Ownership, Trading Activity, and Market Liquidity

Number of pages: 40 Posted: 08 Apr 2008
Paul Brockman, Dennis Y. Chung and Xuemin Sterling Yan
Lehigh University - College of Business, Simon Fraser University and Lehigh University - College of Business
Downloads 333 (156,757)
Citation 6

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Block ownership, liquidity; bid-ask spreads, depths, adverse selection

9.

The Time-Series Behavior and Pricing of Idiosyncratic Volatility: Evidence from 1926 to 1962

Number of pages: 46 Posted: 08 Apr 2008
Paul Brockman and Xuemin Sterling Yan
Lehigh University - College of Business and Lehigh University - College of Business
Downloads 281 (186,736)
Citation 12

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Idiosyncratic Volatility, Expected Return, Holdout Sample

10.

Agency Costs, Governance, and Organizational Forms: Evidence from the Mutual Fund Industry

Number of pages: 47 Posted: 16 Mar 2007
Stephen P. Ferris and Xuemin Sterling Yan
University of Missouri at Columbia - Department of Finance and Lehigh University - College of Business
Downloads 226 (231,494)
Citation 10

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Organizational form, Mutual funds, Agency costs, Governance

11.

Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance?

The Financial Review, Vol. 43, No. 1, pp. 27-49, February 2008
Number of pages: 36 Posted: 11 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and Lehigh University - College of Business
Downloads 166 (305,304)
Citation 1

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mutual fund performance, focused fund, security concentration, best ideas

12.

The Price Effect of Temporary Short-selling Bans: Theory and Evidence

Downloads 92 (359,220)

The Price Effect of Temporary Short-selling Bans: Theory and Evidence

Number of pages: 43 Posted: 25 Oct 2021 Last Revised: 15 Nov 2021
Haoshu Tian, Xuemin Sterling Yan and Lingling Zheng
Renmin University of China - School of Business, Lehigh University - College of Business and Renmin University of China
Downloads 92 (479,110)

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13.

The Nasdaq-Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms

Journal of Financial Research, Vol. 26, pp. 225-242, 2003.
Number of pages: 26 Posted: 01 Dec 2002 Last Revised: 10 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and Lehigh University - College of Business
Downloads 84 (506,149)
Citation 1

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14.

The Predictive Content of Aggregate Analyst Recommendations

Number of pages: 38 Posted: 27 Apr 2009
John S. Howe, Xuemin Sterling Yan and Emre Unlu
University of Missouri at Columbia - Department of Finance, Lehigh University - College of Business and University of Nebraska at Lincoln
Downloads 61 (599,052)
Citation 12

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15.

The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence

Financial Management, Vol. 35, No. 2, Summer 2006
Number of pages: 26 Posted: 17 Sep 2006
Xuemin Sterling Yan
Lehigh University - College of Business
Downloads 19 (890,106)
Citation 7

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16.

Aggregate Short Selling, Commonality, and Stock Market Returns

Journal of Financial Markets, Vol. 17, 2014
Posted: 14 May 2014 Last Revised: 15 May 2014
Andrew A Lynch, Biljana Adebambo, Xuemin Sterling Yan and Han Yu
University of Arkansas - Sam M. Walton College of Business, University of San Diego, Lehigh University - College of Business and Southern CT University - Department of Finance

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Aggregate Short Selling; Market return; Commonality